Question: Consider the process {Xt} satisfying the recursion Xt = 0.5Xt?1 + 0.5Xt?2 + ?t,where {?t} is a sequence of independent random variables with mean zero

Consider the process {Xt} satisfying the recursion Xt = 0.5Xt?1 + 0.5Xt?2 + ?t,where {?t} is a sequence of independent random variables with mean zero and unit variance. Show that {Xt} is an ARI 2 answers

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